Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47531.2 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46133.18 Kr¶

PnL: ---------------------------------------> -755.39 Kr¶

DD now: ---------------------------------> -2.259 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 10:14:08.141201'

Anic Portfolio¶

Today¶

Return: 0.008 %¶

This Week¶

Return: 0.008 %¶

Total¶

Return: 55.605 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.110000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 -2.620000 2737.000000 101.000000 3.830000 2636.000010
HMS Networks 2 -1.690000 766.800000 93.800000 13.940000 673.000000
Nordea Bank Abp 29 0.510000 3532.780000 78.780000 2.280000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -4.260000 391.000000 36.000000 10.140000 355.000000
Resurs Holding 22 -0.900000 604.560000 30.560000 5.320000 573.999998
SAAB B 8 -0.470000 3404.000000 27.000000 0.800000 3377.000000
Swedbank A 3 0.150000 590.250000 26.250000 4.650000 564.000000
AcadeMedia 12 0.620000 582.960000 25.960000 4.660000 557.000004
OEM International B 7 -0.260000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 0.470000 508.000000 17.000000 3.460000 491.000000
Intrum 4 -1.020000 542.400000 15.400000 2.920000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Corem Property Group B 59 -3.890000 589.700000 12.700000 2.200000 576.999999
Securitas B 6 -1.450000 579.480000 9.480000 1.660000 570.000000
Karnov Group 9 -0.660000 541.800000 5.800000 1.080000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -2.710000 250.080000 4.080000 1.660000 246.000000
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -1.920000 530.400000 -1.600000 -0.300000 532.000000
Handelsbanken A 5 0.190000 541.250000 -4.750000 -0.870000 546.000000
Midsona B 63 0.000000 567.630000 -15.370000 -2.640000 582.999984
Boozt 12 -1.940000 1638.000000 -16.000000 -0.970000 1653.999996
International Petroleum Corp. 5 -1.390000 566.000000 -28.570000 -4.810000 594.565215
CTEK 13 -1.560000 501.670000 -32.330000 -6.050000 533.999999
Essity B 2 1.120000 540.400000 -33.600000 -5.850000 574.000000
Vivesto 1368 2.420000 567.450000 -45.550000 -7.430000 612.999432
Sampo Oyj SDB 7 0.190000 3787.000000 -63.000000 -1.640000 3850.000000
Essity A 4 0.930000 1084.000000 -65.000000 -5.660000 1149.000000
Fasadgruppen Group 35 1.140000 3731.000000 -80.000000 -2.100000 3810.999990
Beijer Electronics Group 26 2.620000 2854.800000 -116.200000 -3.910000 2971.000006
OX2 18 1.310000 1464.300000 -199.700000 -12.000000 1663.999992
Axfood 13 1.350000 3513.900000 -242.100000 -6.450000 3756.000001
Ovzon 52 0.930000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 46133.180000 -755.390000 -2.25929% 46888.564618

Updated:¶

'2023-01-30 10:14:21.330276'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶